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. Author manuscript; available in PMC: 2020 Jun 14.
Published in final edited form as: Biometrics. 2019 Nov 11;76(2):484–495. doi: 10.1111/biom.13162

Table 2.

An example showing that IPW-S approach, in general, cannot be used for partial testing when covariates are correlated and under violation of positivity. UNADJ - the naive use of the Cox regression that ignores truncation. The correlated covariates are Z1~N(0,1),P(Z2=0|Z1<0)=2/3=P(Z2=1|Z1>0).bias(β^) is the bias of estimates β^. SD is defined as in Table 1. SEa is the analytical estimate of SE. size is the size of 0.05% test for H0 : β2 = 0 based on normal approximation and SEa. The results are based on 1000 replications. * results for IPW-SA are based on 200 replications. r(1000) is an nth-order statistic of R1*,,Rn* in the samples with n = 1000.

β1 = 2 β2 = 0
No violation of positivity assumption: R ~ Gamma(1.4, 0.27),
P(T > R) = 0.15, average P(T > r(1000)) = 0.0005
n bias(β^1) SD SEa bias(β^2) SD SEa size
IPW-S 100 0.029 0.218 0.209 0.008 0.244 0.227 0.072
300 0.013 0.115 0.116 −0.001 0.134 0.130 0.048
500 0.010 0.092 0.090 0.004 0.107 0.101 0.062
1000 0.001 0.065 0.064 −0.001 0.070 0.072 0.048
UNADJ 1000 −0.130 0.061 0.059 0.000 0.065 0.066 0.042
Light violation of positivity assumption: R ~ Unif[0, 1.5],
P(T > R) = 0.562, average P(T > r(1000)) = 0.28, a0 = 0.11
n bias(β^1) SD SEa bias(β^2) SD SEa size
IPW-S 100 −0.263 0.246 0.225 −0.054 0.323 0.300 0.063
300 −0.277 0.137 0.133 −0.046 0.201 0.189 0.069
500 −0.284 0.108 0.104 −0.052 0.151 0.149 0.060
1000 −0.286 0.080 0.076 −0.050 0.123 0.122 0.101
UNADJ 1000 −0.609 0.057 0.058 −0.063 0.074 0.068 0.173
Heavy violation of positivity assumption: R ~ Unif [0, 0.8],
P(T > R) = 0.73, P(T > r(1000)) = 0.49, a0 = 0.527
n bias(β^1) SD SEa bias(β^2) SD SEa size
IPW-S 100 −0.539 0.274 0.287 −0.083 0.381 0.400 0.063
300 −0.545 0.158 0.160 −0.086 0.233 0.223 0.065
500 −0.554 0.124 0.133 −0.077 0.195 0.180 0.084
1000 −0.551 0.091 0.092 −0.078 0.143 0.135 0.100
UNADJ 1000 −0.911 0.056 0.057 −0.070 0.071 0.069 0.176
*Under heavy violation of positivity using true a0 = 0.527
n bias(β^1) SD bias(β^2) SD
IPW-SA 100 0.023 0.297 −0.055 0.430
300 0.003 0.148 −0.040 0.272
500 0.009 0.124 0.001 0.216
1000 0.003 0.087 0.001 0.164